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subject:"Risk management"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Transportation research / E : an international journal"
~person:"Armstrong, John"
~person:"Embrechts, Paul"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Thesis"
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Risk management
Risikomanagement
4
Theorie
4
Theory
4
Risiko
3
Risikomaß
3
Risk
3
Risk measure
3
Portfolio selection
2
Portfolio-Management
2
-Arbitrage
1
Aggregation
1
Bank risk
1
Bankrisiko
1
Basel Accord
1
Basler Akkord
1
Classic utility risk limit
1
Coherent risk measures
1
Concave utility constraints
1
Concave utility risk constraints
1
Copula
1
Decision under risk
1
Effective risk constraints
1
Entscheidung unter Risiko
1
Expected shortfall constraints
1
Fréchet class
1
Incomplete market
1
Incomplete markets
1
Ineffective risk measures
1
Limited liability
1
Limited liability investors
1
Liquidity constraint
1
Liquiditätsbeschränkung
1
Markowitz model
1
Measurement
1
Messung
1
Model uncertainity
1
Multivariate Verteilung
1
Multivariate distribution
1
Operational Risk
1
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Article
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English
4
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Armstrong, John
Embrechts, Paul
Ivanov, Dmitry
5
Breuer, Thomas
4
Choi, Tsan-Ming
4
Govindan, Kannan
4
Bai, Xiwen
3
Chiu, Chun-Hung
3
Dias, Alexandra
3
Fernando, Chitru S.
3
Fiordelisi, Franco
3
McNeil, Alexander J.
3
Pérignon, Christophe
3
Smith, Stephen Drew
3
Summer, Martin
3
Vanini, Paolo
3
Weiß, Gregor
3
Adam, Tim
2
Alexander, Gordon J.
2
Baptista, Alexandre M.
2
Barakat, Ahmed
2
Bernard, Carole
2
Brigo, Damiano
2
Cao, Yunzhi
2
Chan, Hing Kai
2
Chen, Peggy Shu-Ling
2
Chen, Ren-Raw
2
Chen, Tsung-Kang
2
Csóka, Péter
2
Daníelsson, Jón
2
Dionne, Georges
2
Dolgui, Alexandre
2
Du, Yuquan
2
Eckles, David L.
2
Fan, Di
2
Fattahi, Mohammad
2
Gatzert, Nadine
2
Guan, Xu
2
Herings, Peter Jean-Jacques
2
Hoyt, Robert E.
2
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Journal of banking & finance
Transportation research / E : an international journal
Finance and stochastics
3
Operations research
2
Journal of risk
1
Risks : open access journal
1
The European journal of finance
1
The Geneva risk and insurance review
1
The journal of operational risk
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
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ECONIS (ZBW)
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1
Coherent risk measures alone are ineffective in constraining portfolio losses
Armstrong, John
;
Brigo, Damiano
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013463123
Saved in:
2
Risk managing tail-risk seekers : VaR and expected shortfall vs S-shaped utility
Armstrong, John
;
Brigo, Damiano
- In:
Journal of banking & finance
101
(
2019
),
pp. 122-135
Persistent link: https://www.econbiz.de/10012162636
Saved in:
3
Model uncertainty and VaR aggregation
Embrechts, Paul
;
Puccetti, Giovanni
;
Rüschendorf, Ludger
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 2750-2764
Persistent link: https://www.econbiz.de/10009776377
Saved in:
4
Quantitative models for operational risk : extremes, dependence and aggregation
Chavez-Demoulin, V.
;
Embrechts, Paul
;
Nešlehová, Johanna
- In:
Journal of banking & finance
30
(
2006
)
10
,
pp. 2635-2658
Persistent link: https://www.econbiz.de/10003376395
Saved in:
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